Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 1,77% | 1,61 CHF | 1,64 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 120 876 CHF | 123 039 CHF | 100,00% | 100,00% |
19/11/2024 | 1,23% | 1,53 CHF | 1,55 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 115 314 CHF | 116 741 CHF | 92,79% | 92,79% |
18/11/2024 | 1,30% | 1,64 CHF | 1,66 CHF | 75 000 | 75 000 | 67 310 | 64 014 | 109 673 CHF | 105 602 CHF | 99,89% | 99,89% |
15/11/2024 | 1,16% | 1,65 CHF | 1,67 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 126 227 CHF | 127 693 CHF | 100,00% | 100,00% |
14/11/2024 | 1,16% | 1,72 CHF | 1,74 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 124 317 CHF | 125 770 CHF | 99,26% | 99,26% |
13/11/2024 | 1,26% | 1,60 CHF | 1,62 CHF | 75 000 | 75 000 | 74 293 | 74 106 | 115 101 CHF | 116 261 CHF | 96,42% | 96,42% |
12/11/2024 | 1,12% | 1,68 CHF | 1,70 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 130 388 CHF | 131 862 CHF | 99,09% | 99,09% |
11/11/2024 | 1,06% | 1,79 CHF | 1,81 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 133 304 CHF | 134 723 CHF | 100,00% | 100,00% |
08/11/2024 | 1,15% | 1,69 CHF | 1,71 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 127 002 CHF | 128 466 CHF | 99,75% | 99,75% |
07/11/2024 | 1,15% | 1,74 CHF | 1,75 CHF | 75 000 | 75 000 | 72 990 | 72 708 | 126 556 CHF | 127 520 CHF | 98,60% | 98,60% |